-3.9%
ONON vs ILMN
-52.7%
+48.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -10.0% | -2.9% | -7.1% | -9.0% |
| 30D | -5.3% | -23.8% | +18.6% | +2.3% |
| 3M | +6.5% | +7.5% | -1.0% | -0.3% |
| 6M | -5.0% | +42.8% | -47.7% | -21.4% |
| YTD | -27.6% | +57.8% | -85.5% | -43.3% |
| 1Y | -20.7% | +72.6% | -93.3% | -40.3% |
| 3Y | +26.6% | +129.3% | -102.7% | -24.3% |
| 5Y | -9.6% | -44.5% | +34.9% | +15.4% |
| All | -3.9% | -52.7% | +48.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling